Showing 1 - 10 of 16
We present cross and time series analysis of price fluctuations in the US Treasury fixed income market. Bonds have been classified according to a suitable metric based on the correlation among them. The classification shows how the correlation among fixed income securities depends strongly on...
Persistent link: https://www.econbiz.de/10010871951
Long-term fixed income market securities present a strong positive correlation in daily returns. By using a metrical approach and considering “modified” time series, I show how it is possible to show a more complex structure which depends strictly on the maturity date.
Persistent link: https://www.econbiz.de/10011064322
certain statistical properties, whereas in this article we consider the threshold and immunization problem for the SIS model …
Persistent link: https://www.econbiz.de/10010589038
In this paper we propose an analytic model for describing the epidemic spreading action on the one-dimensional small-world network. Based on the model, the epidemic spreading behaviors without immune strategy and with immune strategy are studied under different conditions. The obtained results...
Persistent link: https://www.econbiz.de/10010589137
We introduce a new dynamic immunization method based on the static immunization algorithm and study the relationship … between dynamic and static immunization. By nodes to be immunized according to static immunization strategies, we build a … connection between dynamic and static immunization. Using theoretical arguments and computational simulation we show that dynamic …
Persistent link: https://www.econbiz.de/10011117908
In this paper, we investigate two major immunization strategies, random immunization and targeted immunization, of the …
Persistent link: https://www.econbiz.de/10011057681
We introduced a two-layer network model for the study of the immunization dynamics in epidemics. Spreading of an … epidemic is modeled as an excitatory process in a Watts–Strogatz small-world network (infection layer) while immunization by … to the immunization dynamics observed. …
Persistent link: https://www.econbiz.de/10011058341
the proportional immunization strategy to the new model is very effective on scale-free networks. Furthermore, it is shown … infectivity between persons and mosquitoes. This reveals that the absence of a critical immunization threshold not only is due to …
Persistent link: https://www.econbiz.de/10011058378
immunization. A comparison to empirical data is provided. The long-time limit of the dynamics is governed by an exponential decay …
Persistent link: https://www.econbiz.de/10011062516
The propagation of model epidemics on a small-world network under the action of immunization is studied. Although the … disorder of the underlying network grows. As a consequence, for fixed disorder, a threshold immunization level exists above …
Persistent link: https://www.econbiz.de/10011063624